Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47936.82 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46541.77 Kr¶

PnL: ---------------------------------------> -346.8 Kr¶

DD now: ---------------------------------> -1.425 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 17:19:51.753770'

Anic Portfolio¶

Today¶

Return: 0.05 %¶

This Week¶

Return: 0.05 %¶

Total¶

Return: 56.933 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.150000 3213.600000 242.600000 8.170000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
Corem Property Group B 59 3.080000 632.480000 55.480000 9.620000 576.999999
HMS Networks 2 5.260000 720.800000 47.800000 7.100000 673.000000
AcadeMedia 12 1.640000 603.000000 46.000000 8.260000 557.000004
MedCap 2 4.490000 465.000000 44.000000 10.450000 421.000000
Samhällsbyggnadsbo. i Norden B 20 4.020000 395.900000 40.900000 11.520000 355.000000
FM Mattsson Mora Group B 50 -0.340000 2965.000000 38.000000 1.300000 2927.000000
Boozt 12 0.210000 1689.600000 35.600000 2.150000 1653.999996
Resurs Holding 22 0.180000 602.140000 28.140000 4.900000 573.999998
SAAB B 8 -1.210000 3398.400000 21.400000 0.630000 3377.000000
OEM International B 7 0.130000 546.700000 18.700000 3.540000 527.999997
Intrum 4 1.640000 544.800000 17.800000 3.380000 527.000000
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
Norva24 Group 16 -0.170000 559.040000 16.040000 2.950000 543.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 2.020000 546.000000 14.000000 2.630000 532.000000
Securitas B 6 3.000000 580.920000 10.920000 1.920000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 0.400000 569.550000 5.550000 0.980000 564.000000
CTEK 13 1.450000 537.680000 3.680000 0.690000 533.999999
Samhällsbyggnadsbo. i Norden D 12 3.090000 248.400000 2.400000 0.980000 246.000000
Creaspac SPAC 6 -0.100000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.320000 545.750000 -0.250000 -0.050000 546.000000
Nordea Bank Abp 29 0.070000 3451.000000 -3.000000 -0.090000 3453.999992
Midsona B 63 2.360000 573.300000 -9.700000 -1.660000 582.999984
Essity B 2 -2.290000 564.200000 -9.800000 -1.710000 574.000000
International Petroleum Corp. 5 5.020000 575.500000 -19.070000 -3.210000 594.565215
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 -0.250000 3651.700000 -104.300000 -2.780000 3756.000001
OX2 18 -0.560000 1440.900000 -223.100000 -13.410000 1663.999992
Fasadgruppen Group 35 0.200000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46541.770000 -346.800000 -1.42519% 46888.564618

Updated:¶

'2023-01-23 17:20:04.437591'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶